نتایج جستجو برای: generalized method of moments gmm
تعداد نتایج: 21291068 فیلتر نتایج به سال:
The threat of global warming has increased due to industrialization, urbanization, population expansion, and changes in lifestyle among the Group Seven(G7) Carbon dioxide emissions (CO2) directly affect how much electricity can be generated from various sources. This research aims identify environmental hazards associated with energy Analyzing impact sources on CO2 heat production using data G7...
For the estimation of the parameters involved in a linear dynamic mixed model for panel data, it has been shown recently by Rao, Sutradhar, and Pandit (2012, Brazilian J. of Probability and Statistics, Vol. 26, 167–177) that the so-called generalized quasi-likelihood (GQL) approach produces more efficient regression estimates as compared to the generalized method of moments (GMM) approach. Thes...
This study investigated the relationship between measures of institutional quality provided by World Bank, Governance Indicators and foreign direct investment inflows in Nigeria. The used time-series data covering period 1996 2019. We sourced from Development databases. along with other selected control variables include voice accountability, government effectiveness, rule law, regulatory quali...
Loss functions play an important role in analyzing insurance portfolios. A fundamental issue in the study of loss functions involves the selection of probability models for claim frequencies. In this article, we propose a semiparametric approach based on the generalized method of moments (GMM) to solve the specification problems concerning claim frequency distributions. The GMM-based testing pr...
مطالعه حاضر با استفاده از دادههای تلفیقی شاخص درک فساد مالی، شاخص نشاندهندهی آزادی اقتصادی و نرخ رشد اقتصادی، تأثیر فساد مالی بر رشد اقتصادی را در قالب یک مدل پانل دیتای پویا به روش گشتاورهای تعمیمیافته (gmm)، در نمونهی 156تایی از کشورهای جهان و در دورهی زمانی 2000- ۲۰11 بررسی نموده است. نتایج در رابطه با دستهبندی کشورها نشان میدهد که در کشورهای با آزادی اقتصادی بالا، رابطهی شاخص درک ...
We consider nonlinear moment restriction semiparametric models where both the dimension of parameter vector and number restrictions are divergent with sample size an unknown smooth function is involved. propose estimation method based on sieve generalized moments (sieve-GMM). establish consistency asymptotic normality for estimated quantities when parameters increases modestly size. also case p...
We consider inference in models defined by approximate moment conditions. show that near?optimal confidence intervals (CIs) can be formed taking a generalized method of moments (GMM) estimator, and adding subtracting the standard error times critical value takes into account potential bias from misspecification In order to optimize performance under misspecification, weighting matrix for this G...
We study the well-known multiplicative log-normal cascade process in which the multiplication of Gaussian and log normally distributed random variables yields time series with intermittent bursts of activity. Due to the nonstationarity of this process and the combinatorial nature of such a formalism, its parameters have been estimated mostly by fitting the numerical approximation of the associa...
Since paying over or not paying dividends can cause the firms to face financial crises, firms are always looking for discovery and using a target (optimal) dividend payout ratio. It should be noted that a dividend ratio is a dynamic number and a variety of factors affect it over time. The movement speed of the dividend payout ratio towards the target depends on several factors. This paper inves...
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